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Consider a portfolio made up of two risky assets and a risk-free asset. You invest 40% in asset A with a beta of 1.25 and

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Consider a portfolio made up of two risky assets and a risk-free asset. You invest 40% in asset A with a beta of 1.25 and 40% in asset B with a beta of 1.6. What is the beta of the portfolio? Select one: O a. 0.94 b. 0.96 c. 1.14 d. 1.03 e. 1.20

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